-39.1%
ZS vs JBHT
+36.1%
-75.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.2% | +4.2% | -9.4% | -5.5% |
| 30D | -15.5% | -0.4% | -15.1% | -15.5% |
| 3M | +9.0% | -17.3% | +26.3% | +9.4% |
| 6M | +32.2% | -3.5% | +35.7% | +34.8% |
| YTD | -14.1% | +18.0% | -32.1% | -14.9% |
| 1Y | -39.1% | +35.5% | -74.6% | -41.8% |
| All | -39.1% | +36.1% | -75.1% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling